Improved error bounds for approximations to the stop loss transform of compound distributions
AbstractIn the present note we deduce a class of bounds for the difference between the stop loss transforms of two compound distributions with the same severity distribution. The class contains bounds of any degree of accuracy in the sense that the bounds can be chosen as close to the exact value as desired; the time required to compute the bounds increases with the accuracy.
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Bibliographic InfoPaper provided by Katholieke Universiteit Leuven in its series Open Access publications from Katholieke Universiteit Leuven with number urn:hdl:123456789/118609.
Date of creation: 1995
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Web page: http://www.kuleuven.be
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